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Yeah, I would really expect some sort of notification to be attached to the parcel, I've had torn envelopes delivered in a plastic baggy that explained the item had been damaged in transit and stuff. That's Royal Mail though, not PF. Different companies, different policies.
As for reporting and recording it, that assumes it being a rare enough scenario that the carrier considers it deserves the attention. Perhaps they only record such things for parcels with an insured value as no insured value = no possibility of a claim.
Similar to TS's story, my own experience as a regular parcel poster suggests that uninsured parcels are 'lost' waaaaay more often than than those with insurance.
Is it possible that the either the item punched it's way out of the parcel or that the parcel got damaged, the item fell out, became separated from the parcel and the parcel was then identified as damaged and taped up?
I'd imagine it's quite probable that if you try to pursue a claim of theft against Parcelforce they might be likely to claim something like that happened and reimburse you for the insured cost of the parcel.